Title :
A novel approach to the shifted QR algorithm for the Hermitian eigenvalue problem
Author :
Nikpour, M. ; Manton, J.H. ; Mareels, I.M.Y.
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Vic., Australia
Abstract :
We present two novel algorithms for computing the eigenvectors of an Hermitian matrix. The algorithms are based on the shifted QR algorithm. We show how viewing the shifted QR algorithm in terms of subspace iteration and Rayleigh quotient iteration (RQI) can lead to algorithms which are more naturally suited to adaptive computation of the eigenstructure of Hermitian matrices than the standard algorithm. We also show the algorithms to be theoretically similar to each other.
Keywords :
Hermitian matrices; eigenvalues and eigenfunctions; iterative methods; Hermitian eigenvalue problem; Hermitian matrix; Rayleigh quotient iteration; eigenvectors; shifted QR algorithm; subspace iteration; Artificial intelligence; Australia Council; Computational complexity; Convergence; Eigenvalues and eigenfunctions; Gold; Linear algebra; Newton method; Optimization methods; Spine;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272972